On the mean value of the ladder epoch for random walks with a small drift

DOI10.1070/IM2006V070N06ABEH002344zbMath1137.60020OpenAlexW2003008620MaRDI QIDQ5445153

Vladimir Ivanovich Lotov

Publication date: 3 March 2008

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im2006v070n06abeh002344

zbMATH Keywords

domain of attractionstable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Tauberian theorems (40E05) Distribution functions associated with additive and positive multiplicative functions (11N60)

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Transition phenomena for ladder epochs of random walks with small negative drift

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